Hey guys, I'm new to this program and when I run it it asks me to download the newest version of DirectX (or DirectX 9). I have Windows XP, so I can't get DirectX 10 and I'm getting the same glitch as most other people got while downloading DirectX 9. I went to Microsofts site for guidance on how to fix it and I've attempted 6/11 of their methods that are supposed to fix this problem. Since its being more of a pain than I hoped, I'm wondering if there is any way to run Psx2 without DirectX 9. I'd really appreciate the help.

Its telling me that "A cabinet file necessary for installation cannot be trusted. Please verify the cryptographic services are enabled and the cabinet file certificate is valid".This is the site that I'm using to try and get it fixed. I've done the first 6 out of 11 of the Methods and none of them made it work.

Sounds like you have some corrupted files or something similar. If you have a WinXP installation CD, you could try doing this:
Steps:
1) First place the CD into your CD/DVD Drive.
2) Open the Start menu
3) Go to Run...
4) type in “sfc /scannow” (without the “)
Now, it should load and fix all your corrupted file on Windows XP.
If you don't have the CD, maybe someone you know might have it...

Nappa: Vegeta! What does the scouter say about his power level?
Vegeta: It's...one thousand and six.
Nappa: Wh-...really?
Vegeta: Yeah! Beat him up Nappa!
Nappa: Yay!

That is the site that I got it off of originally, They gave me the same problem as LuisR14s download link did.
And I don't think that I have a WinXP installation CD, but I know someone who probably does.